A general rule with hifi is that you don't want to amplify then attenuate or attenuate then amplify. In an ideal world you amplify once (to the level you want to listen to) with no attenuation (volume control). This is not practical but an ideal situation.
If you use the speaker cable inputs on the sub your power amp amplifies the signal enough to run speakers, then your sub will need to attenuate this back down to line level before doing its own amplification. If you use the line inputs then it only gets amplified once i.e. better, with less distortion and noise.
The only problem may be if the coax picks up noise, if it does it will be obvious.
If you use the speaker cable inputs on the sub your power amp amplifies the signal enough to run speakers, then your sub will need to attenuate this back down to line level before doing its own amplification. If you use the line inputs then it only gets amplified once i.e. better, with less distortion and noise.
The only problem may be if the coax picks up noise, if it does it will be obvious.